most of the time i do but sometimes i don't for a while than go back to playing music especially when i read manga like code breaker and witch hunter(manhwa) when the fights happen i like t listen to music because it sometime feels like i'm watching them animated with the music in the background.

In general i listen to some fitting abmibent music but for Naruto and when i was reading Air Gear i listen to The red jumpsuit apparatus because i was listening to it back when i started reading manga in 7th grade

Seems like most people do hahaha!
But I don't usually when I try the music doesn't fit the text and then it just pisses me off.
That and I voice characters in my head so it doesn't work well in conjunction.